Senior Quantitative Developer (HPC)

ZandersUtrechtHybridFull-time2 weeks ago

Zanders is seeking a Senior Quantitative Developer (HPC) to lead the technical direction for high-performance pricing and risk libraries and deliver quantitative development work across client projects. The role requires 7+ years of quantitative development experience, expert-level modern C++, and strong knowledge of numerical methods for derivatives pricing and risk. The position is based in Utrecht or London within a global Financial Institutions team.

What you'll do

Lead delivery across multiple client projects, from scope and planning to implementation, testing and hand-over, within budget and agreed timelines
Set the technical direction for pricing and risk libraries, with a focus on performance, scalability and production quality
Make and defend key architecture and design decisions for HPC and numerical computing solutions
Solve complex, cross-project performance and scalability issues and turn the insights into reusable, scalable approaches
Build and maintain relationships with client stakeholders at multiple levels, including senior technical and business leaders
Identify, develop and help close new assignments with existing and new clients, including shaping proposals
Lead, coach and develop consultants and developers, and balance workloads across the team
Build Zanders' expertise in high-performance quantitative computing and share it through articles, events and internal sessions
Bring in new approaches, tools and trends that improve client delivery and team performance
Contribute to Zanders-wide initiatives and help strengthen how our teams deliver

What you need

Must-have

C++STLTemplatesRAIIUnit testingBuild systemsNumerical methodsMonte Carlo

Nice-to-have

HPCParallel programmingConcurrent programmingCUDAROCmCompute kernelsPython

Soft skills

LeadershipCoachingCommunicationRelationship buildingStakeholder managementMentoring

Quantitative DevelopmentHPCFinancial ServicesC++Derivatives PricingRisk AnalyticsConsultingSenior

/What you'll do

/What you need

Must-have

Nice-to-have

Soft skills

What you'll do

What you need